An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making

CASISD OpenIR > 中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)

	An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making
	Li, JP; Wei, LW; Li, G; Xu, WX
发表期刊	DECISION SUPPORT SYSTEMS
关键词	Multi-criteria Programming Multiple Kernels Evolution Strategies Credit Risk Decision Making
摘要	Credit risk analysis has long attracted a great deal of attention from both academic researchers and practitioners. However, because of the recent financial crisis, this field continues to draw ever increasingly attention. A multiple kernels multi-criteria programming approach based on evolution strategy (ES-MK-MCP) is proposed for credit decision making in this study. We introduce a linear combination of kernel functions to enhance the interpretability of credit classification models, and propose an alternative to optimize the parameters based on the evolution strategy. For illustration purpose, two UCI credit card data sets are used to verify the effectiveness and feasibility of the proposed model. As the experimental results reveal, the proposed ES-MK-MCP model is an efficient tool for credit risk analysis, especially for decision makers to identify the most relevant features. (C) 2010 Elsevier B.V. All rights reserved.
	2011
卷号	51 期号:2 页码:7,292-298
ISSN	0167-9236
学科领域	Computer Science ; Artificial Intelligence ; Information Systems ; Computer Science ; Operations Research & Management Science
收录类别	SCI
语种	英语
WOS记录号	WOS:000290193100006
引用统计	被引频次：37[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	http://ir.casisd.cn/handle/190111/4289
专题	中国科学院科技政策与管理科学研究所(1985年6月-2015年12月)
推荐引用方式 GB/T 7714	Li, JP,Wei, LW,Li, G,et al. An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making[J]. DECISION SUPPORT SYSTEMS,2011,51(2):7,292-298.
APA	Li, JP,Wei, LW,Li, G,&Xu, WX.(2011).An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making.DECISION SUPPORT SYSTEMS,51(2),7,292-298.
MLA	Li, JP,et al."An evolution strategy-based multiple kernels multi-criteria programming approach: The case of credit decision making".DECISION SUPPORT SYSTEMS 51.2(2011):7,292-298.

条目包含的文件
文件名称/大小	文献类型	版本类型	开放类型	使用许可
An evolution strateg（462KB）			开放获取	--	浏览